A securities selling game

DOI10.1007/S10598-019-09455-WMaRDI QIDQ2290983zbMATH OpenOpenAlexFDO

Authors V. V. Morozov

Publication date 29 January 2020

Published in Computational Mathematics and Modeling (Search for Journal in Brave)

Full work available at URL https://link.springer.com/content/pdf/10.1007/s10598-019-09455-w.pdf

zbMATH Keywords

competitive ratiozero-sum gamefinancial marketSavage's regret criterion

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of game theory (91A80) Multistage and repeated games (91A20)

Recommendations

• Optimal buy-and-hold strategies for financial markets with bounded daily returns
• Algorithmic Applications in Management
• Competitive algorithms for unbounded one-way trading
• A two-person noncooperative game for assets selling problem: Independent case. Sixth International Workshop of the Bellman Continuum (Hachioji, 1994)
• Online algorithms for the general k-search problem

Cites work

• scientific article; zbMATH DE number 1232130 (Why is no real title available?)
• scientific article; zbMATH DE number 3434895 (Why is no real title available?)
• New Algorithms for Bin Packing

Cited in

(1)

• Simple games of market manipulation

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